+72.3%
BA vs LVS
+1.0%
+71.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +2.5% | +0.3% | +2.1% | +2.3% |
| 30D | -10.1% | -3.9% | -6.2% | -8.5% |
| 3M | -2.4% | -12.9% | +10.5% | +3.7% |
| 6M | -8.8% | -16.9% | +8.1% | -1.5% |
| YTD | -2.9% | -31.2% | +28.3% | +13.8% |
| 1Y | -8.8% | -16.4% | +7.6% | -4.4% |
| 3Y | -0.3% | -4.4% | +4.2% | -7.2% |
| 5Y | -0.3% | +6.7% | -7.0% | -20.9% |
| 10Y | +72.3% | +1.4% | +70.9% | +50.4% |
| All | +72.3% | +1.0% | +71.3% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling